Outrights/Vol Scans for Margins

Start Period End Period
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 09/2020 12/2021 3,600 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 09/2020 12/2021 2,000 USD 20.000%
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 09/2020 12/2021 13,500 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 12/2020 09/2021 150,000 JPY 35.000%
CME EQUITY INDEX FORWARD STARTING TACO EQ1 09/18/2020 12/18/2020 90 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 09/2020 12/2020 12,000 USD 45.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2021 03/2021 12,000 USD 40.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2021 12/2021 12,000 USD 26.000%
CME EQUITY INDEX NEARBY MONTH FWD STARTING BTIC ES1 09/16/2020 10/09/2020 80 USD 35.000%
CME EQUITY INDEX 2ND MONTH FWD STARTING BTIC ES2 09/16/2020 09/30/2020 170 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX FUTURES ESG 09/2020 12/2021 10,000 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 09/2020 12/2020 12,000 USD 45.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 03/2021 03/2021 12,000 USD 40.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 06/2021 12/2021 12,000 USD 26.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 09/2020 12/2020 12,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 03/2021 03/2021 12,000 USD 40.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 06/2021 12/2021 12,000 USD 26.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 09/2020 12/2020 12,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 03/2021 03/2021 12,000 USD 40.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 06/2021 12/2021 12,000 USD 26.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 09/2020 12/2021 13,500 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 09/2020 12/2021 4,500 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 09/2020 12/2021 2,700 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 09/2020 12/2021 3,200 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 09/2020 12/2021 2,700 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 09/2020 12/2021 4,500 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 09/2020 12/2021 4,500 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 09/2020 12/2021 3,200 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 09/2020 12/2021 2,700 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 09/2020 12/2021 3,200 USD 15.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 10/2020 04/2021 17,390 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 09/2020 12/2021 1,300 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 09/2020 12/2021 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 09/2020 12/2020 580 USD 45.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 03/2021 12/2021 580 USD 30.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 09/2020 12/2021 13,500 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 09/2020 12/2020 1,200 USD 45.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 03/2021 03/2021 1,200 USD 40.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 06/2021 12/2021 1,200 USD 26.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 09/2020 12/2020 1,600 USD 45.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 03/2021 12/2021 1,600 USD 30.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 10/2020 12/2025 750,000 JPY 35.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 09/2020 12/2020 8,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 03/2021 12/2021 8,500 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 09/2020 12/2020 8,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 03/2021 12/2021 8,500 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 09/2020 12/2020 8,500 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 03/2021 12/2021 8,500 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 10/2020 12/2025 750,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 10/2020 12/2025 750,000 JPY 35.000%
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 12/2020 12/2025 7,500 USD 35.000%
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 12/2020 12/2025 7,500 USD 35.000%
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 12/2020 12/2025 7,500 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 09/2020 12/2020 16,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 03/2021 12/2021 16,000 USD 30.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 09/2020 12/2020 16,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 03/2021 12/2021 16,000 USD 30.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 09/2020 12/2020 16,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 03/2021 03/2021 16,000 USD 30.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 09/2020 12/2020 16,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 03/2021 12/2021 16,000 USD 30.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 09/2020 03/2021 16,000 USD 0.09
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 09/2020 12/2020 16,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 03/2021 03/2021 16,000 USD 30.000%
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 09/2020 12/2021 7,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 09/2020 12/2021 7,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 09/2020 12/2021 7,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 09/2020 12/2021 6,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 09/2020 12/2021 4,150 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 09/2020 12/2020 7,100 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 03/2021 12/2021 7,100 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 09/2020 12/2020 7,100 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 03/2021 12/2021 7,100 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 09/2020 12/2020 7,100 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 03/2021 12/2021 7,100 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 09/2020 12/2021 7,000 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 09/2020 12/2021 7,200 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 09/2020 12/2020 5,800 USD 45.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 03/2021 12/2021 5,800 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 09/2020 12/2021 6,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 09/2020 12/2021 7,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 09/2020 12/2021 4,700 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 09/2020 12/2021 7,000 USD 0.035
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 09/2020 12/2020 5,800 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 03/2021 03/2021 5,800 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 09/2020 12/2020 5,800 USD 45.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 03/2021 12/2021 5,800 USD 30.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 09/2020 12/2021 4,700 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2020 12/2020 675 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2021 900 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2022 12/2024 1,000 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2025 12/2030 1,250 USD 30.000%
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 09/2020 12/2020 1,200 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 03/2021 12/2021 2,200 USD 0.035
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 09/2020 03/2021 38,000 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 09/2020 03/2021 38,000 USD 0.035
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 09/2020 12/2021 3,400 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 09/2020 12/2021 3,400 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 09/2020 12/2021 3,400 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 09/2020 12/2021 8,000 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 09/2020 12/2021 8,000 USD 0.035
CME EQUITY INDEX S&P 500 FUTURES SP 09/2020 12/2020 60,000 USD 45.000%
CME EQUITY INDEX S&P 500 FUTURES SP 03/2021 03/2021 60,000 USD 40.000%
CME EQUITY INDEX S&P 500 FUTURES SP 06/2021 12/2024 60,000 USD 26.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 09/2020 03/2021 23,000 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 09/2020 03/2021 23,000 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 09/2020 03/2021 38,000 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 09/2020 12/2021 8,000 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 12/2020 12/2021 650,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 12/2020 12/2021 650,000 JPY 35.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 09/2020 12/2020 5,800 USD 45.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 03/2021 03/2021 5,800 USD 30.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 09/2020 12/2027 12,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 09/2020 12/2027 12,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 09/2020 12/2027 12,000 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 09/2020 03/2021 23,000 USD 0.04
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 09/2020 12/2021 5,200 USD 0.035
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 09/2020 12/2021 4,700 USD 0.035
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 09/2020 12/2021 7,850 USD 35.000%
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 09/2020 12/2021 6,700 USD 0.035
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 09/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 09/2020 12/2021 4,000 USD 0.035
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 09/2020 12/2021 3,500 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 09/2020 12/2021 5,500 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 09/2020 12/2021 7,100 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 09/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 09/2020 12/2021 6,000 USD 25.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 09/2020 12/2021 5,200 USD 0.035
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 09/2020 12/2021 4,700 USD 0.035
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 09/2020 12/2021 7,850 USD 35.000%
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 09/2020 12/2021 6,700 USD 0.035
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 09/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 09/2020 12/2021 4,000 USD 0.035
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 09/2020 12/2021 3,500 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 09/2020 12/2021 3,500 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 09/2020 12/2021 5,500 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 09/2020 12/2021 7,100 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 09/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 09/2020 03/2021 6,000 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 09/2020 12/2021 6,000 USD 25.000%
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2020 11/2020 2,210 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2020 02/2021 3,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2021 05/2021 3,910 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2021 08/2021 4,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2021 11/2021 5,865 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2021 02/2022 6,800 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2022 05/2022 7,905 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2022 08/2022 9,265 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2022 11/2022 10,370 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2022 02/2023 11,305 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2023 05/2023 12,325 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2023 08/2023 13,430 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2023 02/2024 15,470 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2024 08/2024 17,340 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2024 02/2025 19,720 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2025 08/2025 22,185 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2025 02/2026 24,225 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2026 08/2026 25,670 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2026 02/2027 27,625 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2027 08/2027 29,835 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2027 02/2028 31,450 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2028 08/2028 33,660 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2028 02/2029 35,700 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2029 08/2029 37,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2029 02/2030 38,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2030 09/2030 40,035 USD 0.07
CME FX AD/CD FUTURES AC 09/2020 03/2022 3,600 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 09/2020 12/2020 1,800 USD 40.000%
CME FX AUSTRALIAN DOLLAR FUTURES AD 01/2021 09/2025 1,800 USD 35.000%
CME FX AD/JY FUTURES AJ 09/2020 03/2022 500,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 09/2020 03/2022 2,500 NZD 0.02
CME FX BPSF FUTURE BF 09/2020 03/2022 6,000 CHF 0.05
CME FX BRITISH POUND FUTURES BP 09/2020 12/2020 2,700 USD 35.000%
CME FX BRITISH POUND FUTURES BP 01/2021 09/2025 2,700 USD 25.000%
CME FX BRAZILIAN REAL FUTURES BR 10/2020 09/2021 1,500 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 10/2021 09/2022 1,550 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 10/2022 09/2025 1,700 USD 0.04
CME FX BPJY FUTURE BY 09/2020 03/2022 650,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 09/2020 01/2021 1,350 USD 25.000%
CME FX CANADIAN DOLLAR FUTURES C1 03/2021 09/2025 1,350 USD 20.000%
CME FX EC/AD CROSS RATE FUTURES CA 09/2020 03/2022 5,000 AUD 0.02
CME FX EC/CD CROSS RATE FUTURE CC 09/2020 03/2022 3,500 CAD 0.02
CME FX US DOLLARS/CHILEAN PESO FUTURES CHL 10/2020 09/2022 2,000 USD 0.07
CME FX CHILEAN PESO/US DOLLAR CLP/USD FUT CHP 10/2020 09/2022 3,200 USD 0.07
CME FX EC/NKR FUTURES CN 09/2020 03/2022 60,000 NOK 0.02
CME FX USD/CNH FUTURES CNH 10/2020 09/2021 12,500 CNH 0.08
CME FX USD/CNH FUTURES CNH 10/2021 09/2023 15,000 CNH 0.08
CME FX CD/JY FUTURES CY 09/2020 03/2022 550,000 JPY 0.02
CME FX CZECH KORUNA FUTURES CZ 09/2020 03/2022 6,700 USD 0.04
CME FX SWISS FRANC FUTURES E1 09/2020 06/2021 4,000 USD 25.000%
CME FX SWISS FRANC FUTURES E1 09/2021 09/2025 4,000 USD 20.000%
CME FX E-MINI EURO FX FUTURE E7 09/2020 12/2020 1,250 USD 25.000%
CME FX E-MINI EURO FX FUTURE E7 03/2021 03/2021 1,250 USD 20.000%
CME FX EURO FUTURE EC 09/2020 12/2020 2,500 USD 25.000%
CME FX EURO FUTURE EC 01/2021 09/2025 2,500 USD 20.000%
CME FX HUNGARIAN FORINT (USD) FUTURES FR 09/2020 03/2022 4,200 USD 0.04
CME FX ISRAELI SHEKEL FUTURES IS 09/2020 03/2022 8,500 USD 0.04
CME FX JAPANESE YEN FUTURES J1 09/2020 09/2025 3,600 USD 33.000%
CME FX E-MINI J-YEN FUTURE J7 09/2020 03/2021 1,800 USD 33.000%
CME FX CZECH KORUNA/EURO CROSS RATE FUT K 09/2020 03/2022 4,400 EUR 0.03
CME FX EC/SKR CROSS RATE FUTURES KE 09/2020 03/2022 31,200 SEK 0.02
CME FX KOREAN WONU.S. DOLLAR FUTURE KRW 10/2020 03/2022 3,000 USD 0.04
CME FX MICRO AUD/USD FUTURES M6A 12/2020 12/2020 180 USD 40.000%
CME FX MICRO AUD/USD FUTURES M6A 03/2021 03/2021 180 USD 35.000%
CME FX MICRO GBP/USD FUTURES M6B 12/2020 12/2020 270 USD 35.000%
CME FX MICRO GBP/USD FUTURES M6B 03/2021 03/2021 270 USD 25.000%
CME FX MICRO EUR/USD FUTURES M6E 12/2020 12/2020 250 USD 25.000%
CME FX MICRO EUR/USD FUTURES M6E 03/2021 03/2021 250 USD 20.000%
CME FX MICRO CAD/USD FUTURES MCD 09/2020 12/2020 135 USD 25.000%
CME FX MICRO CAD/USD FUTURES MCD 03/2021 03/2021 135 USD 20.000%
CME FX MICRO INR/USD FUTURE MIR 09/2020 08/2021 440 USD 0.08
CME FX MICRO JPY/USD MJY 09/2020 03/2021 360 USD 33.000%
CME FX MICRO USD/CNH FUTURES MNH 10/2020 09/2021 1,250 CNH 0.08
CME FX MEXICAN PESO FUTURES MP 09/2020 03/2022 1,900 USD 25.000%
CME FX MICRO CHF/USD FUTURES MSF 09/2020 03/2021 400 USD 25.000%
CME FX NEW ZEALAND FUTURES NE 09/2020 03/2022 1,500 USD 25.000%
CME FX POLISH ZLOTY FUTURES PZ 09/2020 03/2022 3,800 USD 0.04
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 09/2020 03/2022 2,300 EUR 0.03
CME FX AFRICAN RAND FUTURES RA 09/2020 09/2022 1,800 USD 0.04
CME FX EURO FX/SF FUTURES RF 09/2020 03/2022 2,500 CHF 0.03
CME FX U.S. DOLLARRENMINBI FUTURES RMB 10/2020 09/2023 2,300 USD 0.04
CME FX EURORENMINBI FUTURE RME 10/2020 03/2022 3,700 EUR 0.03
CME FX EURO FX/BP FUTURE RP 09/2020 03/2022 3,200 GBP 0.03
CME FX RU RUSSIAN RUBLE FUTURES RU 09/2020 09/2021 3,500 USD 0.06
CME FX RU RUSSIAN RUBLE FUTURES RU 12/2021 09/2025 3,350 USD 0.06
CME FX EURO FX/JY FUTURE RY 09/2020 03/2022 350,000 JPY 0.03
CME FX SKR/USD CROSS RATE FUTURES SE 09/2020 03/2022 5,200 USD 0.02
CME FX INR/USD FUTURE SIR 09/2020 06/2022 2,200 USD 0.08
CME FX SFJY FUTURES SJ 09/2020 03/2022 1,000,000 JPY 0.02
CME FX TURKISH LIRA/US DOLLAR (TRY/USD) TRL 09/2020 03/2022 10,000 USD 45.000%
CME FX NKR/USD FUTURES UN 09/2020 03/2022 9,000 USD 0.02
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 09/2020 03/2022 2,700 EUR 0.03
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 09/2020 09/2022 135,000 ZAR 0.07
CME INTEREST RATES EURODOLLAR FUTURES ED 10/2020 12/2020 275 USD 35.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 01/2021 03/2021 280 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2021 06/2021 300 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2021 12/2021 300 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2022 03/2022 300 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2022 09/2022 320 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2022 12/2022 340 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2023 09/2023 360 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2023 03/2024 390 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2024 09/2024 410 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2024 12/2024 450 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2025 06/2025 475 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2025 12/2025 500 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2026 12/2026 520 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2027 09/2030 520 USD 17.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 10/2020 09/2021 375 USD 30.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 08/2020 11/2020 240 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2020 09/2020 170 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2020 12/2020 190 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2021 03/2021 205 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2021 06/2021 210 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2021 12/2021 220 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2022 06/2022 245 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2022 06/2023 270 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2023 12/2023 330 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2024 03/2024 355 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2024 06/2024 380 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2024 09/2024 405 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2024 12/2024 425 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2025 03/2025 460 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2025 06/2025 475 GBP 15.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 12/2020 12/2020 335 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 03/2021 09/2021 215 USD 10.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 09/2020 09/2020 250 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 10/2020 10/2020 350 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 11/2020 11/2020 375 USD 35.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 12/2020 09/2021 375 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2020 09/2020 175 USD 45.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2020 03/2021 250 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2021 09/2021 250 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2021 03/2022 250 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2022 06/2022 260 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2022 03/2030 280 USD 25.000%
CME REAL ESTATE BOSTON CSI HOUSING INDEX FUTURES BOS 11/2020 02/2025 2,100 USD 0.01
CME REAL ESTATE CHICAGO CSI HOUSING INDEX FUTURE CHI 11/2020 02/2025 1,300 USD 0.01
CME REAL ESTATE COMP CITIES CSI HOUSING INDEX FUT CUS 11/2020 02/2025 2,100 USD 0.01
CME REAL ESTATE DENVER CSI HOUSING INDEX FUTURES DEN 11/2020 02/2025 1,700 USD 0.01
CME REAL ESTATE LAS VEGAS CSI HOUSING INDEX FUTURES LAV 11/2020 02/2025 2,100 USD 0.01
CME REAL ESTATE LOS ANGELES CSI HOUSING INDEX FUT LAX 11/2020 02/2025 2,100 USD 25.000%
CME REAL ESTATE MIAMI CSI HOUSING INDEX FUTURES MIA 11/2020 02/2025 2,500 USD 0.01
CME REAL ESTATE NEW YORK CSI HOUSING INDEX FUTURES NYM 11/2020 02/2025 1,350 USD 0.01
CME REAL ESTATE SAN DIEGO CSI HOUSING INDEX FUTURE SDG 11/2020 02/2025 2,000 USD 0.01
CME REAL ESTATE SAN FRANCISCO CSI HOUSING INDEX FUT SFR 11/2020 02/2025 1,800 USD 0.01
CME REAL ESTATE WASH DC CSI HOUSING INDEX FUTURES WDC 11/2020 02/2025 1,700 USD 0.01
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2020 02/2021 1,002 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2021 04/2021 720 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2021 10/2021 1,092 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 11/2021 12/2021 1,041 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 01/2022 01/2022 1,044 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2022 02/2022 861 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2022 03/2022 630 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2022 04/2022 654 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2022 10/2022 828 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 11/2022 11/2022 1,086 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 12/2022 01/2023 984 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2023 02/2023 864 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2023 04/2023 15.0% 30
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0X 03/2021 03/2021 3.1% 25.000%
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0Z 02/2021 02/2021 3.1% 25.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2020 02/2021 987 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2021 04/2021 798 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2021 10/2021 1,224 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2021 11/2021 1,326 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 12/2021 12/2021 1,104 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 01/2022 01/2022 1,218 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 02/2022 02/2022 975 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2022 03/2022 951 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2022 04/2022 633 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2022 10/2022 945 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2022 02/2023 1,035 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2023 03/2023 1,038 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2023 04/2023 15.0% 30.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2X 03/2021 03/2021 3.8% 25.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2Z 02/2021 02/2021 799 EUR 25.000%
CME WEATHER LONDON CDD MONTHLY FUTURES G0 09/2020 10/2021 428 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 04/2022 04/2022 860 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 05/2022 05/2022 830 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 06/2022 06/2022 1,012 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 07/2022 07/2022 1,252 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 08/2022 08/2022 1,218 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 09/2022 09/2022 992 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 10/2022 10/2022 748 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 04/2023 08/2023 10.0% 30
CME WEATHER LONDON COOLING SEASONAL STRIP FUTUR G0K 09/2020 09/2020 903 GBP 25.000%
CME WEATHER LONDON COOLING SEASONAL STRIP FUTUR G0N 08/2021 08/2021 1.7% 25.000%
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 09/2020 10/2021 243 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 04/2022 04/2022 329 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 05/2022 07/2022 560 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 08/2022 08/2022 555 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 09/2022 09/2022 453 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 10/2022 10/2022 361 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 04/2023 08/2023 5.0% 30
CME WEATHER AMSTERDAM COOLING SEASONAL STRIP FU G2K 09/2020 09/2020 801 EUR 25.000%
CME WEATHER AMSTERDAM COOLING SEASONAL STRIP FU G2N 08/2021 08/2021 1.6% 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 09/2020 09/2021 540,750 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 10/2020 10/2021 438,750 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 11/2020 12/2020 648,000 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 01/2021 02/2021 134,250 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 03/2021 03/2021 229,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 04/2021 04/2021 334,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 05/2021 05/2021 460,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 06/2021 06/2021 507,000 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 07/2021 07/2021 625,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 08/2021 08/2021 645,750 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 11/2021 11/2021 303,000 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 12/2021 12/2021 193,500 JPY 25.000%
CME WEATHER TOKYO CAT MAY-PACIFIC RIM SEASONAL G6K 09/2020 09/2020 4.0% 25.000%
CME WEATHER TOKYO CAT JUL-PACIFIC RIM SEASONAL G6N 08/2021 08/2021 163,700 JPY 25.000%
CME WEATHER TOKYO CAT NOV-PACIFIC RIM SEASONAL G6X 03/2021 03/2021 4.0% 25.000%
CME WEATHER TOKYO CAT DEC-PACIFIC RIM SEASONAL G6Z 02/2021 02/2021 4.0% 25.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 10/2020 02/2021 100 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2021 03/2021 76 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2021 04/2021 46 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 10/2021 10/2021 28 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 11/2021 11/2021 464 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 12/2021 12/2021 916 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 01/2022 01/2022 910 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 02/2022 02/2022 976 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2022 03/2022 324 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2022 04/2022 32 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 10/2022 10/2022 150 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 11/2022 01/2023 600 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 02/2023 02/2023 650 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2023 04/2023 10.0% 30
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0X 03/2021 03/2021 4.5% 250
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0Z 02/2021 02/2021 4.5% 250
CME WEATHER ATLANTA HDD FUTURE H1 10/2020 01/2021 495 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 12/2020 12/2020 2,695 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2021 02/2021 2,345 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2021 03/2021 1,550 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2021 03/2023 500 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 10/2021 01/2022 1,540 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 12/2021 12/2021 2,615 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2022 02/2022 2,340 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2022 03/2022 1,575 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2022 04/2022 410 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 10/2022 10/2022 2,480 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 11/2022 11/2022 2,265 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 12/2022 01/2023 2,305 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2023 02/2023 1,385 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2023 04/2023 625 USD 30
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1X 03/2021 03/2021 4.9% 25.000%
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1Z 02/2021 02/2021 4.9% 25.000%
CME WEATHER CHICAGO HDD FUTURE H2 10/2020 10/2020 959 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 11/2020 11/2020 2,007 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 12/2020 04/2023 2,868 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 01/2021 01/2021 2,214 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2021 02/2021 2,182 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2021 03/2021 2,322 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 04/2021 04/2021 1,926 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 10/2021 01/2022 2,201 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2022 02/2022 2,268 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2022 03/2022 2,592 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 04/2022 04/2022 1,251 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 10/2022 10/2022 2,922 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 11/2022 11/2022 2,992 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 12/2022 01/2023 2,989 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2023 02/2023 2,611 USD 30
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2X 03/2021 03/2021 2.8% 25.000%
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2Z 02/2021 02/2021 2.8% 25.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2020 11/2020 1,896 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 12/2020 12/2020 1,845 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 01/2021 01/2021 1,911 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2021 02/2021 1,866 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2021 03/2021 2,370 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2021 04/2021 1,485 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2021 01/2022 1,875 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2022 02/2022 1,935 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2022 03/2022 2,220 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2022 04/2022 762 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2022 10/2022 2,628 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 11/2022 01/2023 2,616 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2023 02/2023 2,418 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2023 04/2023 15.0% 30.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3X 03/2021 03/2021 3.4% 25.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3Z 02/2021 02/2021 3.4% 25.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2020 10/2020 516 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 11/2020 11/2020 1,467 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 12/2020 12/2020 2,208 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 01/2021 01/2021 2,052 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2021 02/2021 2,061 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2021 03/2021 2,304 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2021 04/2021 1,422 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2021 02/2022 2,037 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2022 03/2022 2,265 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2022 04/2022 978 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2022 10/2022 2,235 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 11/2022 11/2022 2,505 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 12/2022 01/2023 2,502 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2023 02/2023 1,974 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2023 03/2023 1,635 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2023 04/2023 477 USD 30.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4X 03/2021 03/2021 2.2% 25.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4Z 02/2021 02/2021 2.2% 25.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2020 01/2022 1,052 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2020 01/2021 951 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2021 02/2021 1,061 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2021 03/2021 576 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2021 04/2021 749 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2022 02/2022 999 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2022 03/2022 1,584 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2022 04/2022 356 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2022 10/2022 730 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 11/2022 11/2022 2,031 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2022 01/2023 2,026 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2023 02/2023 908 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2023 03/2023 663 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2023 04/2023 24.0% 30
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5X 03/2021 03/2021 5.0% 25.000%
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5Z 02/2021 02/2021 5.0% 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 10/2020 10/2023 1,100 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 11/2020 11/2023 2,132 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 12/2020 12/2023 3,120 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 01/2021 01/2023 2,952 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 02/2021 02/2023 2,372 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 03/2021 03/2023 2,108 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 04/2021 04/2023 1,512 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 01/2024 10/2025 20.0% 25.000%
CME WEATHER CME-PORTLAND HDD NOV STRIP H7X 03/2021 03/2021 4.0% 25.000%
CME WEATHER CME-PORTLAND HDD DEC STRIP H7Z 02/2021 02/2021 4.0% 25.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2020 10/2020 2,008 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 11/2020 11/2020 1,869 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2020 04/2023 2,751 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 01/2021 01/2022 3,180 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2021 02/2022 2,796 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 03/2021 03/2021 2,073 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2021 04/2021 1,737 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2021 11/2021 2,004 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2021 12/2021 2,817 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 03/2022 03/2022 2,411 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2022 04/2022 1,187 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2022 10/2022 1,911 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 11/2022 11/2022 2,178 USD 30
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQX 03/2021 03/2021 3.5% 25.000%
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQZ 02/2021 02/2021 3.5% 25.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2020 02/2021 455 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2021 03/2021 448 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2021 04/2021 367 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2021 10/2021 84 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 11/2021 11/2021 861 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 12/2021 12/2021 1,308 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 01/2022 01/2022 1,194 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 02/2022 02/2022 1,261 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2022 03/2022 908 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2022 04/2022 292 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2022 10/2022 237 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 11/2022 04/2023 13.0% 30
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSX 03/2021 03/2021 3.2% 250
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSZ 02/2021 02/2021 3.2% 250
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 09/2020 09/2020 973 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2020 10/2020 394 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2021 10/2021 396 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2022 04/2022 375 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 05/2022 05/2022 392 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 06/2022 06/2022 1,300 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 07/2022 07/2022 1,712 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 08/2022 08/2022 1,728 USD 25.000%

About Margins | Performance Bonds

Margins, also known as Performance Bonds are deposits required to ensure that a clearing member can cover potential losses with his or her trading positions. Margins / Performance bonds help to ensure that clearing members can meet their obligations to their customers and to CME Clearing. Performance bonds/margins vary according to product and market volatility.

Read more about performance bonds/margin

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